Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-03 00:00:00+00:00 0.669518 0.756991 0.856555 0.979359 1.128275 1.305015 1.533722
2024-11-10 00:00:00+00:00 0.583755 0.695011 0.831539 1.014839 1.260043 1.585352 2.065401
2024-11-17 00:00:00+00:00 0.511741 0.632595 0.789412 1.014232 1.339900 1.815222 2.606484
2024-11-24 00:00:00+00:00 0.460509 0.587238 0.759584 1.021179 1.428433 2.079262 3.303541
2024-12-01 00:00:00+00:00 0.404728 0.527656 0.700589 0.974419 1.424909 2.198943 3.814071
2024-12-08 00:00:00+00:00 0.361052 0.479485 0.650919 0.932441 1.418751 2.311720 4.371555
2024-12-15 00:00:00+00:00 0.340326 0.461661 0.643220 0.954541 1.525342 2.665629 5.677060
2024-12-22 00:00:00+00:00 0.327233 0.453365 0.648497 0.998307 1.681548 3.180410 7.836658
2024-12-29 00:00:00+00:00 0.310857 0.438146 0.640547 1.017220 1.794411 3.650591 10.418863
2025-01-05 00:00:00+00:00 0.295165 0.422347 0.629545 1.028373 1.894151 4.138810 13.825714
2025-01-12 00:00:00+00:00 0.278206 0.402917 0.610111 1.020124 1.948994 4.536335 17.642878
2025-01-19 00:00:00+00:00 0.257385 0.375510 0.574128 0.973961 1.904448 4.619814 19.998143
2025-01-26 00:00:00+00:00 0.247137 0.365425 0.568741 0.991278 2.026050 5.334926 29.149251
2025-02-02 00:00:00+00:00 0.238628 0.357528 0.566404 1.014669 2.171970 6.259324 45.913689
2025-02-09 00:00:00+00:00 0.226792 0.342962 0.550222 1.005401 2.227085 6.884436 65.769876
2025-02-16 00:00:00+00:00 0.217272 0.331738 0.539268 1.006269 2.313162 7.740928 104.712280
2025-02-23 00:00:00+00:00 0.202917 0.311015 0.508278 0.956589 2.233001 7.731056 123.843387
2025-03-02 00:00:00+00:00 0.190416 0.292940 0.481199 0.913167 2.163934 7.750505 149.166594
2025-03-09 00:00:00+00:00 0.185623 0.288442 0.480478 0.932840 2.305613 9.114352 334.307187
2025-03-16 00:00:00+00:00 0.183246 0.288127 0.487989 0.973893 2.536441 11.428702 1555.867445
2025-03-23 00:00:00+00:00 0.178714 0.283501 0.486239 0.991227 2.690967 13.547356 19721.990938
2025-03-30 00:00:00+00:00 0.173830 0.277899 0.481960 1.001328 2.823642 15.832869 NaN
2025-04-06 00:00:00+00:00 0.167728 0.269633 0.471375 0.992932 2.879881 17.564226 NaN